-2.9%
TSLA vs PM
+32.3%
-35.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.7% |
| 7D | +8.9% | +0.5% | +8.4% | +9.0% |
| 30D | +6.3% | -3.2% | +9.5% | +6.2% |
| 3M | +14.8% | +6.2% | +8.6% | +16.3% |
| 6M | -12.4% | +7.7% | -20.0% | -10.3% |
| YTD | -13.2% | +27.3% | -40.5% | -10.1% |
| 1Y | -2.9% | +32.8% | -35.7% | +2.2% |
| All | -2.9% | +32.3% | -35.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling